REINFORCEMENT LEARNING

COMPUTER VISION

Reinforced Few-Shot Acquisition Function Learning for Bayesian Optimization

October 29, 2021

Abstract

Bayesian optimization (BO) conventionally relies on handcrafted acquisition functions (AFs) to sequentially determine the sample points. However, it has been widely observed in practice that the best-performing AF in terms of regret can vary significantly under different types of black-box functions. It has remained a challenge to design one AF that can attain the best performance over a wide variety of black-box functions. This paper aims to attack this challenge through the perspective of reinforced few-shot AF learning (FSAF). Specifically, we first connect the notion of AFs with Q-functions and view a deep Q-network (DQN) as a surrogate differentiable AF. While it serves as a natural idea to combine DQN and an existing few-shot learning method, we identify that such a direct combination does not perform well due to severe overfitting, which is particularly critical in BO due to the need of a versatile sampling policy. To address this, we present a Bayesian variant of DQN with the following three features: (i) It learns a distribution of Q-networks as AFs based on the Kullback-Leibler regularization framework. This inherently provides the uncertainty required in sampling for BO and mitigates overfitting. (ii) For the prior of the Bayesian DQN, we propose to use a demo policy induced by an off-the-shelf AF for better training stability. (iii) On the meta-level, we leverage the meta-loss of Bayesian model-agnostic meta-learning, which serves as a natural companion to the proposed FSAF. Moreover, with the proper design of the Q-networks, FSAF is general-purpose in that it is agnostic to the dimension and the cardinality of the input domain. Through extensive experiments, we demonstrate that the FSAF achieves comparable or better regrets than the state-of-the-art benchmarks on a wide variety of synthetic and real-world test functions.

Download the Paper

AUTHORS

Written by

Bing-Jing Hsieh

Ping-Chun Hsieh

Xi Liu

Publisher

NeurIPS

Research Topics

Reinforcement Learning

Computer Vision

Core Machine Learning

Related Publications

April 18, 2024

COMPUTER VISION

Imagine Flash: Accelerating Emu Diffusion Models with Backward Distillation

Jonas Kohler, Albert Pumarola, Edgar Schoenfeld, Artsiom Sanakoyeu, Roshan Sumbaly, Peter Vajda, Ali Thabet

April 18, 2024

March 20, 2024

COMPUTER VISION

SceneScript: Reconstructing Scenes With An Autoregressive Structured Language Model

Armen Avetisyan, Chris Xie, Henry Howard-Jenkins, Tsun-Yi Yang, Samir Aroudj, Suvam Patra, Fuyang Zhang, Duncan Frost, Luke Holland, Campbell Orme, Jakob Julian Engel, Edward Miller, Richard Newcombe, Vasileios Balntas

March 20, 2024

February 13, 2024

GRAPHICS

COMPUTER VISION

IM-3D: Iterative Multiview Diffusion and Reconstruction for High-Quality 3D Generation

Luke Melas-Kyriazi, Iro Laina, Christian Rupprecht, Natalia Neverova, Andrea Vedaldi, Oran Gafni, Filippos Kokkinos

February 13, 2024

January 25, 2024

COMPUTER VISION

LRR: Language-Driven Resamplable Continuous Representation against Adversarial Tracking Attacks

Felix Xu, Di Lin, Jianjun Zhao, Jianlang Chen, Lei Ma, Qing Guo, Wei Feng, Xuhong Ren

January 25, 2024

Help Us Pioneer The Future of AI

We share our open source frameworks, tools, libraries, and models for everything from research exploration to large-scale production deployment.